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API Exchange code for VIX futures
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Created: by BrazilForever Attachments:0

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API Exchange code for VIX futures

  #1 (permalink)
Nashville, TN
 
 
Posts: 10 since Feb 2015
Thanks: 5 given, 1 received

API Exchange code for VIX futures

Hello Everyone,

I am trying to retrieve contract details for VIX futures. The following code:

 
Code
Samples.EWrapperImpl ibClient = new Samples.EWrapperImpl();
ibClient.ClientSocket.eConnect("", 7496, 0); 
Contract contract = new Contract();
contract.Symbol = "VX";
contract.SecType = "FUT";
contract.Exchange = "CFE";
contract.Currency = "USD";
ibClient.ClientSocket.reqContractDetails(1, contract);
Thread.Sleep(20000);
ibClient.ClientSocket.eDisconnect();
return error: "No security definition has been found for the request"

So I am guessing that I am not specifying Exchange correctly, since the above code works perfectly for
contract.Symbol = "ES" and contract.Exchange = "GLOBEX".

I also tried contract.Exchange = "SMART"

Regards,
BrazilForever

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  #2 (permalink)
Orlando, FL
 
Trading Experience: Advanced
Platform: NinjaTrader, ToS, Sierra Chart, MCDT
Broker/Data: Interactive Brokers
Favorite Futures: ES, NQ, 6E, 6A, TF, CL
 
kojava's Avatar
 
Posts: 43 since Jan 2011
Thanks: 53 given, 29 received

Have you tried this? with Symbol = "VIX"

 
Code
contract.Symbol         = "VIX";
contract.SecType       = "FUT";
contract.Currency      = "USD";
contract.Exchange     = "CFE";
contract.LocalSymbol = "VXH5";

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The following 2 users say Thank You to kojava for this post:
 
  #3 (permalink)
Nashville, TN
 
 
Posts: 10 since Feb 2015
Thanks: 5 given, 1 received


Thank you, kojava!

It worked!

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  #4 (permalink)
Milan, Italy
 
Trading Experience: Beginner
Platform: NinjaTrader, TWS
Favorite Futures: ES, Stocks
 
guidoisot's Avatar
 
Posts: 211 since Jan 2012
Thanks: 317 given, 106 received

trading VIX futures spreads

hi,
@BrazilForever
@kojava
I was wondering whether you trade VIX futures (calendar) spreads using IB data feed, either on TWS, or NT8 or some other platform compatible with IB, and if so whether you could share on the forum how you do it or just your experience about these spreads. Thanks

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